Ms Thunberg, who has now been released, was held while protesting against the open-cast coal mine of Garzweiler 2, about 9km from the village of Luetzerath.
Police had warned that the group would be removed by force if they did not move away from the edge of the mine.
The village in the western state of North Rhine-Westphalia is being cleared to allow for the expansion of the mine.
The mine's owner, RWE, agreed with the government that it could demolish Luetzerath in exchange for its faster exit from coal and the saving of five villages originally slated for destruction.
Activists have said Germany should not be mining any more lignite, or brown coal, and should focus on expanding renewable energy.
Riot police backed by bulldozers removed activists from buildings in the abandoned village last week, with only a few left in trees and an underground tunnel by last weekend.
But protesters including Ms Thunberg remained at the site staging a sit-in into Tuesday.
Greta Thunberg through the years - in pictures
"We are going to use force to bring you to the identity check, so please co-operate," a policeman said to the group, according to Reuters footage.
"Greta Thunberg was part of a group of activists who rushed towards the ledge," a representative for Aachen police told Reuters, adding that one activist had jumped into the mine.
"However, she was then stopped and carried by us with this group out of the immediate danger area to establish their identity."
Some of Greta Thunberg's greatest moments - video
Ms Thunberg was carried away by three officers and held by one arm at a spot away from the edge of the mine. She was then escorted back towards police vans.
The Swedish climate activist addressed the about 6,000 protesters who marched towards Luetzerath on Saturday, calling the expansion of the mine a "betrayal of present and future generations".
"Germany is one of the biggest polluters in the world and needs to be held accountable," she said.